-40.3%
CPB vs BB
+21.8%
-62.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | +19.2% | +8.1% | +11.1% | +19.0% |
| 3M | -0.9% | -1.0% | +0.1% | -1.0% |
| 6M | +15.2% | +45.9% | -30.7% | +14.3% |
| YTD | -13.1% | +134.8% | -147.9% | -14.4% |
| 1Y | -22.4% | +104.6% | -127.0% | -23.5% |
| 3Y | -35.3% | +152.8% | -188.1% | -36.9% |
| 5Y | -33.0% | -17.4% | -15.5% | -32.9% |
| All | -40.3% | +21.8% | -62.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling